Hitting times for the stochastic wave equation with fractional colored noise

被引：12
|
作者：
de la Cerda, Jorge Clarke [1 ,2 ,3 ]
Tudor, Ciprian A. [2 ,4 ]
机构：
[1] Univ Bio Bio, Fac Ciencias, Dept Matemat, Concepcion, Chile
[2] Univ Lille 1, Lab Paul Painleve, F-59655 Villeneuve Dascq, France
[3] Univ Concepcion, Dept Ingn Matemat, CI MA 2, Concepcion, Chile
[4] Acad Econ Studies, Bucharest, Romania
来源：
REVISTA MATEMATICA IBEROAMERICANA | 2014年 / 30卷 / 02期
关键词：
Stochastic wave equation; potential theory; hitting probability; capacity; Hausdorff dimension; spatially homogeneous Gaussian noise; fractional Brownian motion; Holder continuity; EVOLUTION-EQUATIONS; PROBABILITIES; DRIVEN; REGULARITY; DIMENSION; SYSTEMS;
D O I：
10.4171/RMI/796
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bounds for the hitting probabilities of the solution in terms of the Hausdorff measure and the Newtonian capacity.
引用
收藏
页码：685 / 709
页数：25
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